If you don't care about weight, check out Unistrut, and it's competitor Superstrut.
For lighter-weight applications, there's stuff made from aluminum with slots on all four sides, but I don't remember the name. A Google search for "aluminum framing" ought to bring up something vaguely useful.
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Do a search for punched steel/aluminum tubing.Unistrut makes a version in steal and maybe aluminum.80/20 is the aluminion product that kelseymh mentions.
Not sure about square tube, but pre-drilled L-brackets have been around for a very long time. (The big stuff, used for stage sets and the like, is known as Dexion -- probably a brand name -- but there are lots of smaller equivalents.)